In vague terms, a thread can be created by instantiating XenForo and its dependencies (you can see how this is done by looking at XenForo's index.php file when you have access to it) then creating the relevant DataWriter object, setting the relevant fields, and running save on that object.

This requires some knowledge of XF, but equally it's not an especially difficult concept to grasp.

There are also at least two API add-ons that may provide the functionality in a more straight forward way, but, honestly, it really is relatively simple to do with some simple code.

So, yes, it is a fact that you can programatically create a new thread from your application.